Collateral risk management at the Bank of England
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Cross, Michael & Fisher, Paul & Weeken, Olaf, 2010. "The Bank's balance sheet during the crisis," Bank of England Quarterly Bulletin, Bank of England, vol. 50(1), pages 34-42.
- Cheun, Samuel & von Köppen-Mertes, Isabel & Weller, Benedict, 2009. "The collateral frameworks of the Eurosystem, the Federal Reserve System and the Bank of England and the financial market turmoil," Occasional Paper Series 107, European Central Bank.
- Samuel Cheun & Isabel von Köppen-Mertes & Benedict Weller, 2009. "The collateral frameworks of the Eurosystem, the Federal Reserve System and the Bank of England and the financial market turmoil," Occasional Paper Series 107, European Central Bank.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Paul Tucker, 2014. "The lender of last resort and modern central banking: principles and reconstruction," BIS Papers chapters, in: Bank for International Settlements (ed.), Re-thinking the lender of last resort, volume 79, pages 10-42, Bank for International Settlements.
- Alphandary, Alice, 2014. "Risk managing loan collateral at the Bank of England," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 190-201.
- Garreth Rule, 2012. "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.
- Dent , Andrew & Dison, Will, 2012. "The Bank of England’s Real-Time Gross Settlement infrastructure," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 234-243.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
- John, Sarah & Roberts, Matt & Weeken, Olaf, 2012. "The Bank of England’s Special Liquidity Scheme," Bank of England Quarterly Bulletin, Bank of England, vol. 52(1), pages 57-66.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tomura, Hajime, 2018.
"Payment instruments and collateral in the interbank payment system,"
Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 032, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
- Nyborg, Kjell G., 2017.
"Central bank collateral frameworks,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
- Nyborg, Kjell, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
- Kjell G. NYBORG, 2015. "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series 15-10, Swiss Finance Institute.
- Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
- M. Vari, 2014.
"Implementing monetary policy in a fragmented monetary union,"
Working papers
529, Banque de France.
- Vari, Miklos, 2015. "Implementing Monetary Policy in a Fragmented Monetary Union," CEPREMAP Working Papers (Docweb) 1516, CEPREMAP.
- Dietrich Domanski & Richhild Moessner & William R. Nelson, 2014. "Central banks as lender of last resort: experiences during the 2007-2010 crisis and lessons for the future," Finance and Economics Discussion Series 2014-110, Board of Governors of the Federal Reserve System (U.S.).
- Jakob Eberl & Christopher Weber, 2014. "ECB Collateral Criteria: A Narrative Database 2001–2013," ifo Working Paper Series 174, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020.
"Risk endogeneity at the lender/investor-of-last-resort,"
Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
- Caballero, Diego & Lucas, Andr e & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 382, Sveriges Riksbank (Central Bank of Sweden).
- Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang, 2019. "Risk endogeneity at the lender/investor-of-last-resort," BIS Working Papers 766, Bank for International Settlements.
- Dietrich Domanski & Richhild Moessner & William Nelson, 2014. "Central banks as lenders of last resort: experiences during the 2007-10 crisis and lessons for the future," BIS Papers chapters, in: Bank for International Settlements (ed.), Re-thinking the lender of last resort, volume 79, pages 43-75, Bank for International Settlements.
- Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
- Koulischer, François & Struyven, Daan, 2014. "Central bank liquidity provision and collateral quality," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 113-130.
- Pikkarainen, Pentti, 2010. "Central bank liquidity during the financial market and economic crisis : observations, thoughts and questions," Research Discussion Papers 20/2010, Bank of Finland.
- Fagan, Gabriel & McNelis, Paul D., 2020. "Sudden stops in the Euro Area: Does monetary union matter?," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Yeva Nersisyan, 2015. "The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention during the Global Financial Crisis," Economics Working Paper Archive wp_829, Levy Economics Institute.
- Kraenzlin, Sébastien & Nellen, Thomas, 2015.
"Access policy and money market segmentation,"
Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
- Prof. Dr. Sébastien P. Kraenzlin & Dr. Thomas Nellen, 2012. "Access policy and money market segmentation," Working Papers 2012-12, Swiss National Bank.
- christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
- Bank for International Settlements, 2011.
"The impact of sovereign credit risk on bank funding conditions,"
CGFS Papers,
Bank for International Settlements, number 43, december.
- Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
- Yeva Nersisyan, 2015. "The repeal of the Glass–Steagall Act and the Federal Reserve’s extraordinary intervention during the global financial crisis," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 37(4), pages 545-567, May.
- Jean‐Claude Trichet, 2010. "State of the Union: The Financial Crisis and the ECB's Response between 2007 and 2009," Journal of Common Market Studies, Wiley Blackwell, vol. 48(s1), pages 7-19, September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boe:qbullt:0018. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Publications Group (email available below). General contact details of provider: https://edirc.repec.org/data/boegvuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.